+32.9%
URI vs OTIS
-9.8%
+42.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.2% | -6.2% |
| 7D | -4.3% | +9.5% | -13.8% | -8.8% |
| 30D | +4.6% | +21.1% | -16.5% | -5.7% |
| 3M | -2.1% | +9.0% | -11.1% | -6.3% |
| 6M | +21.9% | +6.4% | +15.5% | +18.9% |
| YTD | +39.7% | -7.1% | +46.8% | +47.2% |
| 1Y | +32.9% | -10.1% | +43.0% | +41.9% |
| All | +32.9% | -9.8% | +42.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling